Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.564 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47784.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46389.19 Kr¶

PnL: ---------------------------------------> -499.38 Kr¶

DD now: ---------------------------------> -1.739 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:10:40.130527'

Anic Portfolio¶

Today¶

Return: -0.349 %¶

This Week¶

Return: -0.269 %¶

Total¶

Return: 56.433 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
SAAB B 8 0.960000 3440.000000 63.000000 1.870000 3377.000000
AcadeMedia 12 -0.690000 603.000000 46.000000 8.260000 557.000004
Nordea Bank Abp 29 1.160000 3494.500000 40.500000 1.170000 3453.999992
Corem Property Group B 59 -1.140000 615.370000 38.370000 6.650000 576.999999
Resurs Holding 22 0.430000 612.040000 38.040000 6.630000 573.999998
MedCap 2 0.220000 457.000000 36.000000 8.550000 421.000000
Norva24 Group 16 1.190000 573.120000 30.120000 5.550000 543.000000
Samhällsbyggnadsbo. i Norden B 20 -1.510000 385.000000 30.000000 8.450000 355.000000
Boozt 12 -0.780000 1683.600000 29.600000 1.790000 1653.999996
HMS Networks 2 -1.580000 699.600000 26.600000 3.950000 673.000000
Intrum 4 0.550000 548.400000 21.400000 4.060000 527.000000
Swedbank A 3 0.590000 584.550000 20.550000 3.640000 564.000000
Securitas B 6 -0.100000 588.000000 18.000000 3.160000 570.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.630000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 0.220000 543.200000 11.200000 2.110000 532.000000
OEM International B 7 -0.260000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Handelsbanken A 5 0.140000 548.500000 2.500000 0.460000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -1.250000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 -0.110000 573.300000 -9.700000 -1.660000 582.999984
Essity B 2 -0.180000 559.600000 -14.400000 -2.510000 574.000000
CTEK 13 0.250000 518.700000 -15.300000 -2.870000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.270000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 2.450000 560.610000 -52.390000 -8.550000 612.999432
Sampo Oyj SDB 7 -0.280000 3797.500000 -52.500000 -1.360000 3850.000000
Axfood 13 0.150000 3588.000000 -168.000000 -4.470000 3756.000001
Fasadgruppen Group 35 0.780000 3605.000000 -206.000000 -5.410000 3810.999990
OX2 18 -0.440000 1441.800000 -222.200000 -13.350000 1663.999992
Ovzon 52 -2.180000 2802.800000 -559.200000 -16.630000 3361.999992
TOTAL 46389.190000 -499.380000 -1.73912% 46888.564618

Updated:¶

'2023-01-25 09:10:52.730298'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶